PCA Index Dashboard Examples#
This script was last run at 2024-03-15 21:42:26.435728+00:00 (UTC)
In US/Central Time, this is 2024-03-15 16:42:26.435728-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897482 | -0.475791 | 0.085640 | -0.007693 | 0.545679 | 0.254796 |
| 1997-01-03 | -0.885774 | -0.475791 | -0.156142 | 0.007825 | 0.745238 | 0.205642 |
| 1997-01-06 | -0.881871 | -0.475791 | -0.064722 | -0.015452 | 0.778113 | 0.269580 |
| 1997-01-07 | -0.881871 | -0.454963 | -0.129679 | -0.046488 | 0.837733 | 0.383184 |
| 1997-01-08 | -0.893579 | -0.454963 | -0.022621 | -0.085282 | 0.785773 | 0.496397 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-11 | -0.819425 | -1.496360 | -0.626474 | 1.869964 | 0.924504 | -0.175697 |
| 2024-03-12 | -0.842842 | -1.506774 | -0.792474 | 1.815651 | 1.034530 | 0.037171 |
| 2024-03-13 | -0.862356 | -1.506774 | -0.803300 | 1.761339 | 1.065001 | 0.154110 |
| 2024-03-14 | -0.862356 | -1.475532 | -0.725112 | 1.761339 | 0.887946 | 0.499773 |
| 2024-03-15 | -0.862356 | -1.496360 | -0.725112 | 1.761339 | 0.904526 | 0.499773 |
7188 rows × 6 columns
pc1
DATE
1997-01-02 -0.578781
1997-01-03 -0.684972
1997-01-06 -0.667861
1997-01-07 -0.704245
1997-01-08 -0.673897
...
2024-03-11 -1.486100
2024-03-12 -1.589887
2024-03-13 -1.611899
2024-03-14 -1.594678
2024-03-15 -1.603950
Name: PC1, Length: 7188, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()